-55.8%
GLWG vs SPY
+13.0%
-68.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.3% | +13.3% | +6.4% |
| 7D | -1.5% | -0.9% | -0.6% | +10.0% |
| 30D | -38.0% | -2.4% | -35.7% | -23.5% |
| 3M | -52.1% | -1.2% | -51.0% | -44.6% |
| 6M | -78.6% | +3.3% | -81.9% | -79.0% |
| All | -55.8% | +13.0% | -68.8% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling